+60.5%
BDX vs TMF
-86.2%
+146.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.0% |
| 7D | -3.6% | -0.9% | -2.7% | -3.6% |
| 30D | +0.7% | -1.0% | +1.7% | +0.7% |
| 3M | +19.0% | -11.3% | +30.2% | +18.7% |
| 6M | +10.8% | -22.7% | +33.5% | +10.3% |
| YTD | +20.1% | -17.3% | +37.5% | +19.8% |
| 1Y | +23.1% | -22.5% | +45.5% | +22.6% |
| 3Y | -8.8% | -43.2% | +34.4% | -9.9% |
| 5Y | -1.4% | -88.3% | +86.9% | -13.8% |
| 10Y | +60.5% | -86.0% | +146.5% | +51.3% |
| All | +60.5% | -86.2% | +146.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling